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Minimax estimation in systems of observation with Markovian chains by integral criterion - MaRDI portal

Minimax estimation in systems of observation with Markovian chains by integral criterion (Q544773)

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scientific article; zbMATH DE number 5908346
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English
Minimax estimation in systems of observation with Markovian chains by integral criterion
scientific article; zbMATH DE number 5908346

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    Minimax estimation in systems of observation with Markovian chains by integral criterion (English)
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    16 June 2011
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    estimation of states and parameters in stochastic dynamic systems
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    observation with discrete time
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    Markovian chain
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    conditional mathematical expectation
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